Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,61% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 848 CHF | 82 348 CHF | 99,38% | 99,38% |
19/11/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 958 CHF | 77 458 CHF | 99,24% | 99,24% |
18/11/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 320 CHF | 79 820 CHF | 99,26% | 99,26% |
15/11/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 689 CHF | 80 189 CHF | 99,37% | 99,37% |
14/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 702 CHF | 81 202 CHF | 99,37% | 99,37% |
13/11/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 711 CHF | 81 211 CHF | 99,39% | 99,39% |
12/11/2024 | 0,61% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 277 CHF | 82 777 CHF | 99,06% | 99,06% |
11/11/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 85 174 CHF | 85 674 CHF | 99,24% | 99,24% |
08/11/2024 | 0,67% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 946 CHF | 74 446 CHF | 99,38% | 99,38% |
07/11/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 088 CHF | 73 588 CHF | 99,27% | 99,27% |